+202.6%
AON vs EMB
+30.4%
+172.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | -5.9% | -1.1% | -4.8% | -5.1% |
| 30D | -13.7% | -1.1% | -12.6% | -12.9% |
| 3M | -8.3% | -0.8% | -7.5% | -7.8% |
| 6M | -3.6% | -0.1% | -3.6% | -3.8% |
| YTD | -12.4% | +0.4% | -12.8% | -12.9% |
| 1Y | -14.6% | +3.3% | -17.9% | -17.2% |
| 3Y | -5.7% | +29.0% | -34.8% | -24.2% |
| 5Y | +9.1% | +6.3% | +2.8% | +5.1% |
| All | +202.6% | +30.4% | +172.2% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling